"How come you don't have a girlfriend?"
Possible answers:
"Who said I didn't have one?" in a joking manner (Probably best to ensure that she knows that you're single and that you're joking, no need to scare her away
)"Just taking things slowly right now"
"Haven't met the right person yet"
"I've just come out of something long-term and I'm taking things slow"
"My mysterious past usually scares girls away" (do your evil-I'll-take-over-the-world-laugh just after this
)Loads of options really. If you have a proper excuse (just got out of something, e.g.) just be honest about it, otherwise try just bouncing back another question, or making a joke about it.
Either way, stay confident. If a girl asks you stuff like that she's obviously interested (she wouldn't be quizzing you on gf stuff otherwise), you don't want to blow it by suddenly getting all uncomfortable about it.